Michael Sørensen

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• 2018

  Toroidal Diffusions and Protein Structure Evolution

  Garcia Portugues, E., Golden, M., Sørensen, M., Mardia, K. V., Hamelryck, T. W. & Hein, J., 2018, Applied Directional Statistics: Modern Methods and Case Studies. Ley, C. & Verdebout, H. (eds.). CRC Press, 34 p.

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• 2017

  Likelihood Ratio Tests in Curved Exponential Families with Nuisance Parameters Present Only Under the Alternative [introduction}

  Jakobsen, N. M. & Sørensen, M., 2017, Inference, Asymptotics, and Applications: Selected Papers of Ib Michael Skovgaard, with Introductions by his Colleagues. Reid, N. & Martinussen, T. (eds.). World Scientific, p. 301-307

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 2016

  On the Size Distribution of Sand

  Sørensen, M., 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer Science+Business Media, p. 1-13

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
  1 Citation (Scopus)
• 2012

  Estimating functions for diffusion-type processes

  Sørensen, M., 2012, Statistical Methods for Stochastic Differential Equations. Kessler, M., A. L. & Sørensen, M. (eds.). CRC Press, p. 1 - 107 107 p. (Monographs on Statistics and Applied Probability, Vol. 124).

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  30 Citations (Scopus)
• 2010

  Estimating functions for discretely sampled diffusion-type models

  Sørensen, M., Jacobsen, M. & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  42 Citations (Scopus)

•  Maximum likelihood estimation for integrated diffusion processes

  Sørensen, M. & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 2009

  Parametric inference for discretely sampled stochastic differential equations

  Sørensen, M., 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Heidelberg: Springer, p. 531 - 553 23 p.

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 2005

  Dynamics of Particles in Aeolian Saltation

  Rasmussen, K. R. & Sørensen, M., 2005, Powders and Grains 2005. García-Rojo, R., Herrmann, H. J. & McNamara, S. (eds.). A.A. Balkema: <Forlag uden navn>, Vol. 2. p. 967-972

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 2004

  Martingale estimating functions for discretely observed stochastic differential equation models

  Sørensen, M., 2004, International Minicourse-Workshop. Interplay between (C₀)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 2003

  Hyperbolic Processes in Finance

  Bibby, B. M. & Sørensen, M., 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 2001

  On the rate of aeolian sand transport

  Sørensen, M., 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 1997

  Estimating functions for discretely observed diffusions: A review.

  Sørensen, M., 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
• 1996

  The natural exponential family generated by a semimartingale

  Sørensen, M., 1996, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Shiryaev, A. N. (ed.). Moscow: TVP Science Publishers, p. 177-186

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 1991

  Likelihood methods for diffusions with jumps

  Sørensen, M., 1991, Statistical Inference in Stochastic Processes. Prabhu, N. U. & Basawa, I. V. (eds.). New York: Marcel Dekker, p. 67-105

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

• Methodology of sieving small samples and calibration of sieve sets

  Sørensen, M., Dalsgaard, K. & Jensen, J. L., 1991, Principles, Methods, and Application of Particle Size Analysis. Syvitsky, J. P. M. (ed.). Cambridge: Cambridge University Press, p. 64-75

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 1989

  A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

  Sørensen, M., 1989, Markov Processes and Control Theory. Langer, H. & Nollau, V. (eds.). Berlin: Akademie Verlag, p. 229-234

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• Some asymptotic properties of quasi likelihood estimators for semimartingales

  Sørensen, M., 1989, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Mandel, P. & Husková, M. (eds.). Prague: Charles University, p. 469-479

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 1985

  The fascination of sand

  Sørensen, M., Barndorff-Nielsen, O. E., Blæsild, P. & Jensen, J. L., 1985, A Celebration of Statistics. New York: Springer, p. 57-87

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 1982

  On the mathematical modelling of aeolian saltation

  Sørensen, M., Barndorff-Nielsen, O. E. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 65-72

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

• On the relation between size and distance travelled for wind driven sand grains - results and discussion of a pilot experiment using coloured sand.

  Sørensen, M., Barndorff-Nielsen, O. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 55-64

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review